Here's a list of the modules that iptables needs.
# Module to track the state of connections
# Load the iptables active FTP module, requires ip_conntrack
# Load iptables NAT module when required
# Module required for active an FTP server using NAT
You can check and see if you have those modules loaded by running lsmod. If not run, like above, modprobe iptable_nat (which is probably the only one you need). If it says it can't find the module, then you need to recompile your kernel to include either the iptables_nat module or have it built in.